-1.7%
BX vs CAI
-11.0%
+9.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.2% |
| 7D | -5.7% | -3.1% | -2.6% | -5.2% |
| 30D | -8.9% | +2.7% | -11.6% | -9.5% |
| 3M | +8.4% | +41.7% | -33.3% | +1.5% |
| 6M | +18.9% | +26.5% | -7.5% | +12.0% |
| YTD | -13.6% | -10.9% | -2.7% | -15.9% |
| 1Y | -22.4% | -29.2% | +6.8% | -23.0% |
| All | -1.7% | -11.0% | +9.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling